S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Gamma Report 2/21/20 PM
SPOTGAMMA REPORT Note: The market was weak from the open today breaking the key 3350 level. While there was a last minute bid into the close my view is that may have been simply hedging related to OPEX (SPY and SPX PMs expire at close). Whats clear is that total gamma is much lower, and […]
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